-68.9%
U vs OKTA
-35.6%
-33.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -4.1% | +13.8% | -17.9% | -14.4% |
| 3M | +57.8% | +48.9% | +8.9% | +18.5% |
| 6M | +103.5% | +114.9% | -11.4% | +13.7% |
| YTD | -4.8% | +97.9% | -102.6% | -44.1% |
| 1Y | -2.4% | +89.7% | -92.1% | -41.0% |
| 3Y | +11.7% | +95.8% | -84.2% | -42.0% |
| 5Y | -68.9% | -32.6% | -36.2% | -63.3% |
| All | -68.9% | -35.6% | -33.3% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling